deribit_basis_zscore_long_fear_gate_v40 · strategy

154

closed trades

43%

win rate

-465.76

total pnl ($)

0.402

weight

7d window — n=36 wr=42% pnl=-123.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:06	BTC	Buy	60441→58952.6	-12.75	stop_loss
06-30 08:26	BTC	Buy	59803→59386	-3.90	timeout
06-30 07:07	BTC	Buy	60018→59532	-4.48	timeout
06-30 04:30	BTC	Buy	59883→59558	-3.09	timeout
06-29 20:48	BTC	Buy	59685→60354	+5.00	timeout
06-29 17:32	BTC	Buy	59595→60493	+6.93	timeout
06-29 02:49	BTC	Buy	60087→59684	-3.83	timeout
06-29 01:39	BTC	Buy	60188→59454	-6.61	timeout
06-28 21:04	BTC	Buy	60292→59626	-5.96	timeout
06-28 20:04	BTC	Buy	60222→59493	-6.48	timeout
06-28 16:52	BTC	Buy	60783→59642	-9.83	timeout
06-28 00:08	BTC	Buy	60105→60086	-0.53	timeout
06-27 20:56	BTC	Buy	59735→60248	+3.90	timeout
06-27 19:56	BTC	Buy	59821→60139	+2.26	timeout
06-27 18:54	BTC	Buy	59628→60494	+6.83	timeout
06-27 15:39	BTC	Buy	60435→60812	+2.68	timeout
06-26 20:24	BTC	Buy	59605→59714	+0.35	timeout
06-26 19:21	BTC	Buy	59228→59917	+5.25	timeout
06-26 18:19	BTC	Buy	59648→59988	+2.30	timeout
06-26 16:06	BTC	Buy	59546→60384	+6.53	timeout
06-26 14:10	BTC	Buy	59692→60011	+2.18	timeout
06-25 17:21	BTC	Buy	59424→59479	+0.07	timeout
06-25 13:58	BTC	Buy	59662→58195	-12.69	stop_loss
06-25 13:57	BTC	Buy	59803→58331.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60483→58993.5	-12.71	stop_loss
06-25 13:51	BTC	Buy	60685→59192.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59343.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61134.1→59627.2	-12.75	stop_loss
06-24 14:13	BTC	Buy	62661.1→61118.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62723.1→61180.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62751.1→61205.3	-12.77	stop_loss
06-24 13:11	BTC	Buy	62050.1→62037.9	-0.55	timeout
06-24 12:09	BTC	Buy	62463.1→62876.9	+2.85	timeout
06-24 09:36	BTC	Buy	62469.1→62659.9	+1.00	timeout
06-24 08:35	BTC	Buy	62286.1→62737.9	+3.09	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.34	timeout
06-23 08:17	BTC	Buy	63907.2→62332.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63977.2→62369.7	-13.03	stop_loss
06-23 06:21	BTC	Buy	64116.2→62538.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64254.2→62662.5	-12.87	stop_loss
06-23 06:21	BTC	Buy	64296.2→62714.5	-12.76	stop_loss
06-23 00:06	BTC	Buy	63472.2→63974.8	+3.55	timeout
06-22 23:06	BTC	Buy	63680.2→63972.8	+1.84	timeout
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64194.8	-1.27	timeout
06-21 23:27	BTC	Buy	64243.2→63696.8	-4.68	timeout
06-21 22:26	BTC	Buy	64154.2→63697.8	-3.99	timeout
06-21 21:21	BTC	Buy	63931.2→63658.8	-2.58	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 23:12	BTC	Buy	63258.2→64238.8	+7.29	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-20 19:17	BTC	Buy	63039.2→63883.8	+6.26	timeout
06-20 00:04	BTC	Buy	62898.1→63527.8	+4.56	timeout
06-19 21:29	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-19 17:58	BTC	Buy	62549.1→63193.8	+4.70	timeout
06-19 16:16	BTC	Buy	62556.1→63329.8	+5.73	timeout
06-18 15:40	BTC	Buy	64302.2→62720.5	-12.71	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.67	stop_loss
06-18 15:37	BTC	Buy	64441.2→62845.4	-12.55	stop_loss
06-18 15:37	BTC	Buy	64481.2→62892.4	-12.56	stop_loss
06-18 15:36	BTC	Buy	64626.2→63036.3	-12.56	stop_loss
06-18 09:43	BTC	Buy	64947.2→64247.8	-5.93	timeout
06-18 08:43	BTC	Buy	64970.2→64489.8	-4.18	timeout
06-17 22:03	BTC	Buy	65524.3→63910.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65627.3→64011.8	-12.77	stop_loss
06-17 19:29	BTC	Buy	65859.3→64235.7	-12.78	stop_loss
06-17 16:00	BTC	Buy	65874.3→65774.7	-1.12	timeout
06-17 08:31	BTC	Buy	66728.3→65087.2	-12.73	stop_loss
06-17 08:09	BTC	Buy	66348.3→65383.7	-7.67	timeout
06-17 07:02	BTC	Buy	66349.3→65575.7	-6.31	timeout
06-17 04:40	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-16 15:23	BTC	Buy	66629.3→65766.7	-7.00	timeout
06-16 08:05	BTC	Buy	65723.3→66341.7	+4.30	timeout
06-16 07:00	BTC	Buy	65724.3→66390.7	+4.70	timeout
06-16 05:24	BTC	Buy	65796.3→66057.7	+1.58	timeout
06-16 03:57	BTC	Buy	65936.3→66091.7	+0.77	timeout
06-15 13:25	BTC	Buy	64075.2→66888.7	+21.53	take_profit
06-15 04:50	BTC	Buy	64339.2→65635.7	+9.60	timeout
06-15 03:33	BTC	Buy	64502.2→65695.7	+8.77	timeout
06-14 23:05	BTC	Buy	64427.2→65237.7	+5.80	timeout
06-14 21:38	BTC	Buy	64296.2→64867.8	+3.96	timeout
06-14 13:41	BTC	Buy	64199.2→64254.8	-0.02	timeout
06-14 04:40	BTC	Buy	63584.2→64398.8	+6.00	timeout
06-13 22:04	BTC	Buy	63525.2→64419.8	+6.56	timeout
06-13 21:02	BTC	Buy	63468.2→64292.8	+6.02	timeout
06-13 19:34	BTC	Buy	63645.2→64162.8	+3.62	timeout
06-13 12:45	BTC	Buy	63373.2→63987.8	+4.32	timeout
06-13 03:02	BTC	Buy	63587.2→63649.8	+0.04	timeout
06-12 21:01	BTC	Buy	63394.2→63468.8	+0.12	timeout
06-12 17:46	BTC	Buy	63338.2→63827.8	+3.40	timeout
06-12 15:01	BTC	Buy	62520.1→64124.8	+12.30	timeout
06-12 12:26	BTC	Buy	62738.1→63506.8	+5.61	timeout
06-12 00:35	BTC	Buy	61802.1→63623.8	+14.16	timeout
06-11 19:33	BTC	Buy	61219.1→63909.8	+21.41	take_profit
06-11 14:53	BTC	Buy	61878.1→62941.9	+8.05	timeout
06-11 09:28	BTC	Buy	61170.1→62782.9	+12.60	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout

Paper vs Live

Paper (trades.jsonl)

154

closed

43%

win rate

-465.76

total pnl ($)

-60.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	154	43%	-60.4	-465.76

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…